+94.6%
SOFI vs LVS
-7.9%
+102.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -4.9% | -3.5% | -1.5% | -3.3% |
| 30D | -3.5% | -6.2% | +2.8% | -0.5% |
| 3M | +3.9% | -14.8% | +18.7% | +11.7% |
| 6M | -6.5% | -20.9% | +14.3% | +4.1% |
| YTD | -33.8% | -33.0% | -0.8% | -20.7% |
| 1Y | -33.3% | -20.0% | -13.3% | -27.5% |
| 3Y | +94.6% | -6.9% | +101.5% | +79.8% |
| All | +94.6% | -7.9% | +102.5% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling